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PORTFOLIO MANAGEMENT - The Cost and Duration of Cash-Balance Pension Plans - Subtle issues surround the funding of cash-balance pension liabilities, but the techniques used to valu...
Brown, David T.; Dybvig, Philip H.; Marshall, William J. - In: Financial analysts' journal : FAJ 57 (2001) 6, pp. 50-63
Persistent link: https://www.econbiz.de/10006270584
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Pricing Long Bonds: Pitfalls and Opportunities
Dybvig, Philip H.; Marshall, William J. - In: Financial analysts' journal : FAJ 52 (1996) 1, pp. 32-39
Persistent link: https://www.econbiz.de/10006321719
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PORTFOLIO MANAGEMENT - Using Asset Allocation to Protect Spending - A new protective asset allocation strategy safeguards endowment funds' critical spending
Dybvig, Philip H. - In: Financial analysts' journal : FAJ 55 (1999) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10006300460
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Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation
Beaglehole, David R.; Dybvig, Philip H.; Zhou, Guofu - In: Financial analysts' journal : FAJ 53 (1997) 1, pp. 62-68
Persistent link: https://www.econbiz.de/10006317406